Anic Equity¶

'#---------------------------------------------------------#'

Total return since start: 0.549 %¶

'#---------------------------------------------------------#'

Equity now: -----------------------------> 47315.96 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 45920.98 Kr¶

PnL: ---------------------------------------> -967.59 Kr¶

DD now: ---------------------------------> -2.702 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-26 16:05:27.128092'

Anic Portfolio¶

Today¶

Return: -0.25 %¶

This Week¶

Return: -1.246 %¶

Total¶

Return: 54.9 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
FM Mattsson Mora Group B 50 2.660000 3090.000000 163.000000 5.570000 2927.000000
HEBA B 70 -0.880000 2765.000000 129.000000 4.890000 2636.000010
HMS Networks 2 15.790000 800.800000 127.800000 18.990000 673.000000
SAAB B 8 0.730000 3432.800000 55.800000 1.650000 3377.000000
MedCap 2 0.000000 461.000000 40.000000 9.500000 421.000000
Samhällsbyggnadsbo. i Norden B 20 0.460000 393.800000 38.800000 10.930000 355.000000
Corem Property Group B 59 -2.010000 604.750000 27.750000 4.810000 576.999999
Boozt 12 0.580000 1677.600000 23.600000 1.430000 1653.999996
AcadeMedia 12 -1.070000 579.360000 22.360000 4.010000 557.000004
Nordea Bank Abp 29 0.200000 3475.940000 21.940000 0.640000 3453.999992
Resurs Holding 22 -1.100000 595.320000 21.320000 3.710000 573.999998
Intrum 4 2.940000 545.800000 18.800000 3.570000 527.000000
OEM International B 7 1.690000 546.700000 18.700000 3.540000 527.999997
Swedbank A 3 -0.660000 575.940000 11.940000 2.120000 564.000000
Eastnine 4 0.000000 502.400000 11.400000 2.320000 491.000000
Securitas B 6 -0.040000 578.520000 8.520000 1.490000 570.000000
Karnov Group 9 0.500000 543.600000 7.600000 1.420000 536.000004
Norva24 Group 16 0.760000 550.400000 7.400000 1.360000 543.000000
Fastighetsbolag. Emilshus Pref 21 -1.090000 569.100000 7.100000 1.260000 562.000005
CTEK 13 1.470000 536.900000 2.900000 0.540000 533.999999
Coor Service Management Hold. 8 -0.070000 534.800000 2.800000 0.530000 532.000000
Creaspac SPAC 6 0.420000 579.600000 2.600000 0.450000 577.000002
Samhällsbyggnadsbo. i Norden D 12 -0.190000 247.200000 1.200000 0.490000 246.000000
Handelsbanken A 5 0.280000 541.250000 -4.750000 -0.870000 546.000000
Midsona B 63 1.120000 567.630000 -15.370000 -2.640000 582.999984
Essity B 2 -3.330000 540.600000 -33.400000 -5.820000 574.000000
International Petroleum Corp. 5 -0.360000 550.500000 -44.070000 -7.410000 594.565215
Vivesto 1368 3.790000 553.770000 -59.230000 -9.660000 612.999432
Essity A 4 -3.040000 1084.000000 -65.000000 -5.660000 1149.000000
Sampo Oyj SDB 7 -1.280000 3766.000000 -84.000000 -2.180000 3850.000000
Beijer Electronics Group 26 -8.770000 2865.200000 -105.800000 -3.560000 2971.000006
Fasadgruppen Group 35 -0.960000 3598.000000 -213.000000 -5.590000 3810.999990
OX2 18 1.220000 1420.200000 -243.800000 -14.650000 1663.999992
Axfood 13 -3.130000 3464.500000 -291.500000 -7.760000 3756.000001
Ovzon 52 0.750000 2782.000000 -580.000000 -17.250000 3361.999992
TOTAL 45920.980000 -967.590000 -2.7019% 46888.564618

Updated:¶

'2023-01-26 16:05:40.298551'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶